+163.7%
CSCO vs TXG
+22.9%
+140.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.7% |
| 7D | -1.1% | +5.0% | -6.1% | -1.5% |
| 30D | -10.8% | +13.5% | -24.3% | -11.9% |
| 3M | -9.2% | +128.0% | -137.3% | -16.1% |
| 6M | +39.5% | +224.4% | -184.9% | +24.4% |
| YTD | +41.5% | +307.0% | -265.5% | +23.2% |
| 1Y | +61.0% | +427.2% | -366.3% | +35.9% |
| 3Y | +105.2% | +40.2% | +65.0% | +87.2% |
| 5Y | +113.4% | -64.0% | +177.5% | +107.3% |
| All | +163.7% | +22.9% | +140.8% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling